Establishes an empirical concentration inequality for the empirical CDF of a functional on regenerative Markov chains, with data-dependent leading term and lower-order convergence bound.
Simple Bounds for the Convergence of Empirical and Occupation Measures in 1-Wasserstein Distance.Electronic Journal of Probability, 16(none):2296 – 2333, 2011
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A data-dependent DKW inequality for regenerative Markov chains
Establishes an empirical concentration inequality for the empirical CDF of a functional on regenerative Markov chains, with data-dependent leading term and lower-order convergence bound.